Soc. Generale Call 28 BATS 20.12.2024
/ DE000SU797U4
Soc. Generale Call 28 BATS 20.12..../ DE000SU797U4 /
| 11/15/2024 9:38:56 PM |
Chg.+0.052 |
Bid9:57:58 PM |
Ask9:57:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.140EUR |
+59.09% |
0.130
Bid Size: 10,000 |
0.170
Ask Size: 10,000 |
British American Tob... |
28.00 GBP |
12/20/2024 |
Call |
Master data
| WKN: |
SU797U |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
British American Tobacco PLC ORD 25P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 GBP |
| Maturity: |
12/20/2024 |
| Issue date: |
2/13/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
20.16 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.20 |
| Parity: |
0.08 |
| Time value: |
0.09 |
| Break-even: |
35.22 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.01 |
| Spread %: |
6.25% |
| Delta: |
0.63 |
| Theta: |
-0.02 |
| Omega: |
12.63 |
| Rho: |
0.02 |
Quote data
| Open: |
0.079 |
| High: |
0.140 |
| Low: |
0.079 |
| Previous Close: |
0.088 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+125.81% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
+16.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.063 |
| 1M High / 1M Low: |
0.140 |
0.034 |
| 6M High / 6M Low: |
0.270 |
0.020 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.089 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.061 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.085 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
397.87% |
| Volatility 6M: |
|
307.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
